Mirage 1995

My Save State is where you keep a history of the games you play.

In the 19th century a young cavalryman gets raided. His girlfriend Jenny is kidnapped by a cult that plans to sacrifice her. Now the player has to rescue her and bring the culprit to justice while searching the desert, stepping through portals, and activating "mirages" which provide the backstory of the game through live-action videos or letters.